%% Plot change 30-20 year yield spreads introduction UFR
% Kristy A.E. Jansen

clear all; clc; format longG;

% B1_YieldSpreadNL_UFR.m
% This do-file plots the 30-20Y Dutch government bond yield spread around the
% announcement and implementation date of the reform.
% Output: Figure 1

%% Figure 1: Dutch 30-20 year yield spread: UFR

yields=xlsread('Data/DutchGovernmentYieldsUFR');

T=length(yields);

x=figure;
A = datetime(2012,01,02);
B = datetime(2012,12,31);
C = linspace(A,B,T)';

plot(C,yields(:,4),'LineWidth',3,'Color','b')
xline(C(128),'LineWidth',3) %line 128 corresponds to 6/27/12
xline(C(136),'LineWidth',3) %line 136 corresponds to 7/9/12
ylabel('Yield spread','FontSize',14,'fontname','Bookman Old Style')
leg = legend('30-20 year spread');
set(leg, 'FontSize',14,'fontname','Bookman Old Style'); legend('boxoff')
    set(leg,'Location','SouthEast') 

set(gca,'FontSize',14)
grid on